Copula-Based Approaches for Analyzing Non-gaussian Spatial Data

Presented by Judy Huixia Wang, Chair and Professor, Department of Statistics, Washington University

Wednesday, September 28
4:00 p.m. ET
Philip E. Austin Building, Room 434

Many existing methods for analyzing spatial data rely on the Gaussian assumption, which is violated in many applications such as wind speed, precipitation and COVID mortality data. In this talk, I will discuss several recent developments of copula-based approaches for analyzing non-Gaussian spatial data. First, I will introduce a copula-based spatio-temporal model for analyzing spatio-temporal data and a semiparametric estimator. Second, I will present a copula-based multiple indicator kriging model for the analysis of non-Gaussian spatial data by thresholding the spatial observations at a given set of quantile values. The proposed algorithms are computationally simple, since they model the marginal distribution and the spatio-temporal dependence separately. Instead of assuming a parametric distribution, the approaches model the marginal distributions nonparametrically and thus offer more flexibility. The methods will also provide convenient ways to construct both point and interval predictions based on the estimated conditional quantiles. I will present some numerical results including the analyses of a wind speed and a precipitation data. If time allows, I will also discuss a recent work on copula-based approach for analyzing count spatial data.

Speaker Bio:

Judy Huixia Wang received her Ph.D. in Statistics from the University of Illinois in 2006. She was a faculty member in the Department of Statistics at North Carolina State University from 2006 to 2014. Currently, she is a Professor and Chair of the Department of Statistics at George Washington University. She received a CAREER award from the National Science Foundation and the Tweedie New Researcher Award from the Institute of Mathematical Statistics in 2012. In 2018, she was elected a Fellow of both the American Statistical Association and the Institute of Mathematical Statistics. She was one of the 2022 IMS Medallion Lecturers. She served as a Program Director in the Division of Mathematical Sciences (DMS) of the National Science Foundation from 2018 to 2022, managing the statistics program as well as several interdisciplinary programs that are cross-directorate and cross-agency. Her research interests include quantile regression, semiparametric and nonparametric regression, high dimensional inference, extreme value analysis, spatial analysis, etc.